Comparisons Between the Extended Kalman Filter and the State-Dependent Riccati Estimator

2014 ◽  
Vol 37 (5) ◽  
pp. 1556-1567 ◽  
Author(s):  
Andrew Berman ◽  
Paul Zarchan ◽  
Brian Lewis
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
The State ◽  
State Dependent

scholarly journals Estimation of lithium-ion battery state-of-charge using an extended kalman filter

2021 ◽  
Vol 10 (4) ◽  
pp. 1759-1768
Author(s):  
Mouhssine Lagraoui ◽  
Ali Nejmi ◽  
Hassan Rayhane ◽  
Abderrahim Taouni
Keyword(s):  
Kalman Filter ◽  
Lithium Ion Battery ◽  
Extended Kalman Filter ◽  
Lithium Ion ◽  
The State ◽  
Operating Conditions ◽  
State Of Charge ◽  
Ohmic Loss ◽  
Battery Management System ◽  
Transfer Resistance

The main goal of a battery management system (BMS) is to estimate parameters descriptive of the battery pack operating conditions in real-time. One of the most critical aspects of BMS systems is estimating the battery's state of charge (SOC). However, in the case of a lithium-ion battery, it is not easy to provide an accurate estimate of the state of charge. In the present paper we propose a mechanism based on an extended kalman filter (EKF) to improve the state-of-charge estimation accuracy on lithium-ion cells. The paper covers the cell modeling and the system parameters identification requirements, the experimental tests, and results analysis. We first established a mathematical model representing the dynamics of a cell. We adopted a model that comprehends terms that describe the dynamic parameters like SOC, open-circuit voltage, transfer resistance, ohmic loss, diffusion capacitance, and resistance. Then, we performed the appropriate battery discharge tests to identify the parameters of the model. Finally, the EKF filter applied to the cell test data has shown high precision in SOC estimation, even in a noisy system.

scholarly journals Angular velocity fusion of the microelectromechanical system inertial measurement unit array based on extended Kalman filter with correlated system noises

2020 ◽  
pp. 002029402091770
Author(s):  
Li Xing ◽  
Xiaowei Tu ◽  
Weixing Qian ◽  
Yang Jin ◽  
Pei Qi
Keyword(s):  
Kalman Filter ◽  
Angular Velocity ◽  
Extended Kalman Filter ◽  
Inertial Measurement Unit ◽  
Angular Rate ◽  
The State ◽  
Measurement Unit ◽  
Fusion Method ◽  
Microelectromechanical System ◽  
Inertial Measurement

The paper proposes an angular velocity fusion method of the microelectromechanical system inertial measurement unit array based on the extended Kalman filter with correlated system noises. In the proposed method, an adaptive model of the angular velocity is built according to the motion characteristics of the vehicles and it is regarded as the state equation to estimate the angular velocity. The signal model of gyroscopes and accelerometers in the microelectromechanical system inertial measurement unit array is used as the measurement equation to fuse and estimate the angular velocity. Due to the correlation of the state and measurement noises in the presented fusion model, the traditional extended Kalman filter equations are optimized, so as to accurately and reliably estimate the angular velocity. By simulating angular rates in different motion modes, such as constant and change-in-time angular rates, it is verified that the proposed method can reliably estimate angular rates, even when the angular rate has been out of the microelectromechanical system gyroscope measurement range. And results show that, compared with the traditional angular rate fusion method of microelectromechanical system inertial measurement unit array, it can estimate angular rates more accurately. Moreover, in the kinematic vehicle experiments, the performance advantage of the proposed method is also verified and the angular rate estimation accuracy can be increased by about 1.5 times compared to the traditional method.

A filter with a guaranteed asymptotic performance

1993 ◽  
Vol 441 (1911) ◽  
pp. 33-57
Keyword(s):  
Kalman Filter ◽  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Extended Kalman Filter ◽  
Noise Level ◽  
Low Noise ◽  
The State ◽  
Optimal Probability ◽  
Expected Values

In the case of low noise levels the optimal probability density function summarizing the available information about the state of a system can be accurately approximated by the product of a gaussian function and a linear function. The approximation preserves the ability to estimate to an accuracy of O ( λ -2 ) the expected value of any twice continuously differentiable function defined on the state space. The parameter λ depends on the noise level. If the noise level in the system is low then λ is large. A new filtering method based on this approximation is described. The approximating function is updated recursively as the system evolves with time, and as new measurements of the system state are obtained. The updates preserve the ability to estimate the expected values of functions to an accuracy of O ( λ -2 ). The new filter does not store previous measurements or previous approximations to the optimal probability density function. The new filter is called the asymptotic filter, because the definition of the filter and the analysis of its properties are based on the theory of asymptotic expansion of integrals of Laplace type. An analysis of the state propagation equations shows that the asymptotic filter performs better than a particular widely used suboptimal approximation to the optimal filter, the extended Kalman filter. The extended Kalman filter does not, in general, preserve the ability to estimate expected values to an accuracy of O ( λ -2 ). The computational cost of the asymptotic filter is comparable to that of the iterated extended Kalman filter.

scholarly journals Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor

2016 ◽  
Vol 14 (1) ◽  
pp. 934-945
Author(s):  
Cenker Biçer ◽  
Levent Özbek ◽  
Hasan Erbay
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Extended Kalman Filter ◽  
Stochastic Systems ◽  
Estimation Error ◽  
The State ◽  
Forgetting Factor ◽  
The Matrix ◽  
Stochastic Framework ◽  
Theoretical Results

AbstractIn this paper, the stability of the adaptive fading extended Kalman filter with the matrix forgetting factor when applied to the state estimation problem with noise terms in the non–linear discrete–time stochastic systems has been analysed. The analysis is conducted in a similar manner to the standard extended Kalman filter’s stability analysis based on stochastic framework. The theoretical results show that under certain conditions on the initial estimation error and the noise terms, the estimation error remains bounded and the state estimation is stable.The importance of the theoretical results and the contribution to estimation performance of the adaptation method are demonstrated interactively with the standard extended Kalman filter in the simulation part.

scholarly journals Structural Stiffness Identification Based on the Extended Kalman Filter Research

2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Fenggang Wang ◽  
Xianzhang Ling ◽  
Xun Xu ◽  
Feng Zhang
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
State Equation ◽  
The State ◽  
Physical Parameters ◽  
Structural Stiffness ◽  
Structural Dynamic ◽  
Discrete State ◽  
Response Acquisition ◽  
Shear Structure

For the response acquisition of the structure section measuring points, the method of identifying the structural stiffness parameters is developed by using the extended Kalman filter. The state equation of structural system parameter is a nonlinear equation. Dispersing the structural dynamic equation by using Newmark-βmethod, the state transition matrix of discrete state equation is deduced and the solution of discrete state equation is simplified. The numerical simulation shows that the error of structural recognition doesnot exceed 5% when the noise level is 3%. It meets the requirements of the error limit of the engineering structure, which indicates that the derivation described in this paper has the robustness for the structural stiffness recognition. Shear structure parameter identification examples illustrate its applicability, and the method can also be used to identify physical parameters of large structure.

A novel cubature statistically linearized Kalman filter for fractional-order nonlinear discrete-time stochastic systems

2017 ◽  
Vol 24 (24) ◽  
pp. 5880-5897 ◽  
Author(s):  
Hamed Torabi ◽  
Naser Pariz ◽  
Ali Karimpour
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Extended Kalman Filter ◽  
Fractional Order ◽  
Discrete Time ◽  
Stochastic Systems ◽  
Taylor Series Expansion ◽  
The State ◽  
Nonlinear Functions ◽  
Measurement Models

In this paper, the state estimation problem for fractional-order nonlinear discrete-time stochastic systems is considered. A new method for the state estimation of fractional nonlinear systems using the statistically linearized method and cubature transform is presented. The fractional extended Kalman filter suffers from two problems. Firstly, the dynamic and measurement models must be differentiable and, secondly, nonlinearity is approximated by neglecting the higher order terms in the Taylor series expansion; by the proposed method in this paper, these problems can be solved using a statistically linearized algorithm for the linearization of fractional nonlinear dynamics and cubature transform for calculating the expected values of the nonlinear functions. The effectiveness of this proposed method is demonstrated through simulation results and its superiority is shown by comparing our method with some other present methods, such as the fractional extended Kalman filter.

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